Pricing currency options based on fuzzy techniques

DOI10.1016/J.EJOR.2007.10.059zbMATH Open1153.91544OpenAlexW1482450784MaRDI QIDQ958098FDOQ958098

Authors: Fan-Yong Liu 

Publication date: 2 December 2008

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2007.10.059

Recommendations

• Retraction notice to ``Pricing currency options based on fuzzy techniques
• Pricing currency option based on the extension principle and defuzzification via weighting parameter identification
• European option pricing under fuzzy environments
• A study of Greek letters of currency option under uncertainty environments
• Pricing European options based on the fuzzy pattern of Black-Scholes formula.

zbMATH Keywords

financefuzzy setspricingcurrency options

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

Cited In (6)

• Title not available (Why is that?)
• Pricing currency option based on the extension principle and defuzzification via weighting parameter identification
• Retraction notice to ``Pricing currency options based on fuzzy techniques
• Application of Fuzzy Theory to Binomial Option Pricing Model
• The fuzzy pricing of Asian options based on weighted possibilistic mean
• Fuzzy optimization of option pricing model and its application in land expropriation

This page was built for publication: Pricing currency options based on fuzzy techniques

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q958098)